+287.5%
CAH vs SNY
+64.5%
+223.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.1% | -3.3% | -1.8% | -4.0% |
| 30D | +0.2% | -2.2% | +2.3% | +0.9% |
| 3M | +6.3% | -3.0% | +9.3% | +7.2% |
| 6M | +9.4% | +2.7% | +6.7% | +8.1% |
| YTD | +15.0% | -6.8% | +21.8% | +17.1% |
| 1Y | +55.4% | -5.3% | +60.7% | +57.0% |
| 3Y | +173.8% | -9.8% | +183.6% | +173.4% |
| 5Y | +395.2% | +9.7% | +385.5% | +341.8% |
| All | +287.5% | +64.5% | +223.0% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling